Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of empirical finance"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
The GJR GARCH(1,1) Process As...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Asset pricing
1
Börsenkurs
1
CAPM
1
Capital income
1
Conditional CAPM
1
Estimation
1
ICAPM
1
Kapitaleinkommen
1
Measurement error
1
Momentum
1
Portfolio selection
1
Portfolio-Management
1
Schätzung
1
Share price
1
Statistical error
1
Statistischer Fehler
1
Theorie
1
Theory
1
Time series analysis
1
Time-series testing
1
Value
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Prono, Todd
1
Published in...
All
Journal of empirical finance
FEDS Working Paper
6
Finance and economics discussion series
5
Risk and Policy Analysis Unit Working Paper
3
FRB of Boston Quantitative Analysis Unit Working
1
FRB of Chicago Working Paper
1
Finance research letters
1
International journal of central banking : IJCB
1
Journal of Applied Econometrics
1
Journal of Empirical Finance
1
Journal of applied econometrics
1
MPRA Paper
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
UNSW Australian School of Business Research Paper
1
Working Paper
1
Working Papers
1
Working Papers / Federal Reserve Bank of Boston
1
Working papers / Federal Reserve Bank of Boston
1
Working papers / Federal Reserve Bank of Chicago
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Market proxies as factors in linear asset pricing models : still living with the roll critique
Prono, Todd
- In:
Journal of empirical finance
31
(
2015
),
pp. 36-53
Persistent link: https://www.econbiz.de/10011489332
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
